Testing for the efficient market hypothesis in the Singapore equity market.

This paper is an extension of past researches, which focus on the efficient market hypothesis (EMH). We make use of several extensively used financial econometrics models to verify the EMH theory in the Singapore context.

Bibliografiske detaljer
Main Authors: Lim, Sandy., Tan, Hong Peng.
Andre forfattere: Taylor, Grant Allan
Format: Final Year Project (FYP)
Udgivet: 2008
Fag:
Online adgang:http://hdl.handle.net/10356/8284
Beskrivelse
Summary:This paper is an extension of past researches, which focus on the efficient market hypothesis (EMH). We make use of several extensively used financial econometrics models to verify the EMH theory in the Singapore context.